# Bootstrap functions

# Trend estimation like STL without seasonality.
# Non-robust version
tl <- function(x, ...) {
  x <- as.ts(x)
  tspx <- tsp(x)
  n <- length(x)
  tt <- 1:n
  fit <- supsmu(tt, x)
  out <- ts(cbind(trend = fit$y, remainder = x - fit$y))
  tsp(out) <- tsp(x)

  out <- structure(list(time.series = out), class = "stl")
  return(out)
}

# Function to return some bootstrap samples of x
# based on LPB
lpb <- function(x, nsim=100) {
  n <- length(x)
  meanx <- mean(x)
  y <- x - meanx
  gamma <- wacf(y, lag.max = n)$acf[, , 1]
  s <- length(gamma)
  Gamma <- matrix(1, s, s)
  d <- row(Gamma) - col(Gamma)
  for (i in 1:(s - 1))
    Gamma[d == i | d == (-i)] <- gamma[i + 1]
  L <- t(chol(Gamma))
  W <- solve(L) %*% matrix(y, ncol = 1)
  out <- ts(L %*% matrix(sample(W, n * nsim, replace = TRUE), nrow = n, ncol = nsim) + meanx)
  tsp(out) <- tsp(x)
  return(out)
}



# Bootstrapping time series (based on Bergmeir et al., 2016, IJF paper)
# Author: Fotios Petropoulos

MBB <- function(x, window_size) {
  bx <- array(0, (floor(length(x) / window_size) + 2) * window_size)
  for (i in 1:(floor(length(x) / window_size) + 2)) {
    c <- sample(1:(length(x) - window_size + 1), 1)
    bx[((i - 1) * window_size + 1):(i * window_size)] <- x[c:(c + window_size - 1)]
  }
  start_from <- sample(0:(window_size - 1), 1) + 1
  bx[start_from:(start_from + length(x) - 1)]
}




#' Box-Cox and Loess-based decomposition bootstrap.
#'
#' Generates bootstrapped versions of a time series using the Box-Cox and
#' Loess-based decomposition bootstrap.
#'
#' The procedure is described in Bergmeir et al. Box-Cox decomposition is
#' applied, together with STL or Loess (for non-seasonal time series), and the
#' remainder is bootstrapped using a moving block bootstrap.
#'
#' @param x Original time series.
#' @param num Number of bootstrapped versions to generate.
#' @param block_size Block size for the moving block bootstrap.
#' @return A list with bootstrapped versions of the series. The first series in
#' the list is the original series.
#' @author Christoph Bergmeir, Fotios Petropoulos
#' @seealso \code{\link{baggedETS}}.
#' @references Bergmeir, C., R. J. Hyndman, and J. M. Benitez (2016). Bagging
#' Exponential Smoothing Methods using STL Decomposition and Box-Cox
#' Transformation. International Journal of Forecasting 32, 303-312.
#' @keywords ts
#' @examples
#' bootstrapped_series <- bld.mbb.bootstrap(WWWusage, 100)
#'
#' @export
bld.mbb.bootstrap <- function(x, num, block_size=NULL) {

  if(length(x) <= 1L)
    return(rep(list(x), num))

  freq <- frequency(x)
  if(length(x) <= 2*freq)
    freq <- 1L

  if (is.null(block_size)) {
    block_size <- ifelse(freq > 1, 2 * freq, min(8, floor(length(x) / 2)))
  }

  xs <- list()
  xs[[1]] <- x # the first series is the original one

  if (num > 1) {
    # Box-Cox transformation
    if (min(x) > 1e-6) {
      lambda <- BoxCox.lambda(x, lower = 0, upper = 1)
    } else {
      lambda <- 1
    }
    x.bc <- BoxCox(x, lambda)
    lambda <- attr(x.bc, "lambda")
    if (freq > 1) {
      # STL decomposition
      x.stl <- stl(ts(x.bc, frequency = freq), "per")$time.series
      seasonal <- x.stl[, 1]
      trend <- x.stl[, 2]
      remainder <- x.stl[, 3]
    } else {
      # Loess
      trend <- 1:length(x)
      suppressWarnings(
        x.loess <- loess(ts(x.bc, frequency = 1) ~ trend, span = 6 / length(x), degree = 1)
      )
      seasonal <- rep(0, length(x))
      trend <- x.loess$fitted
      remainder <- x.loess$residuals
    }
  }

  # Bootstrap some series, using MBB
  for (i in 2:num) {
    xs[[i]] <- ts(InvBoxCox(trend + seasonal + MBB(remainder, block_size), lambda))
    tsp(xs[[i]]) <- tsp(x)
  }

  xs
}
